+239.5%
GM vs WST
+2,328.9%
-2,089.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -0.2% | +4.2% | -4.4% | -1.3% |
| 30D | +3.6% | +11.2% | -7.7% | +0.6% |
| 3M | -0.2% | +20.4% | -20.6% | -5.3% |
| 6M | +13.9% | +37.9% | -24.0% | +3.9% |
| YTD | +6.5% | +51.8% | -45.3% | -6.2% |
| 1Y | +20.7% | +56.6% | -36.0% | +5.3% |
| 3Y | +229.5% | +24.2% | +205.3% | +183.0% |
| 5Y | +41.5% | +0.7% | +40.9% | +26.4% |
| 10Y | +204.8% | +456.3% | -251.5% | +17.2% |
| All | +239.5% | +2,328.9% | -2,089.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling